A nonparametric approach to test for predictability
Zhiyuan Pan, Yudong Wang, Chongfeng Wu
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Pan, Zhiyuan ; Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 148.2016, p. 10-16
|
| Subject: | Nonparametric test | Predictability | Size | Power | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619752